Anic Equity¶

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Total return since start: 0.552 %¶

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Equity now: -----------------------------> 47395.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45997.78 Kr¶

PnL: ---------------------------------------> -890.79 Kr¶

DD now: ---------------------------------> -2.538 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-19 09:59:50.595711'

Anic Portfolio¶

Today¶

Return: -1.065 %¶

This Week¶

Return: -0.29 %¶

Total¶

Return: 55.161 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -2.860000 2730.000000 94.000000 3.570000 2636.000010
Beijer Electronics Group 26 -2.810000 3057.600000 86.600000 2.910000 2971.000006
FM Mattsson Mora Group B 50 0.000000 3005.000000 78.000000 2.660000 2927.000000
Corem Property Group B 59 -0.560000 634.250000 57.250000 9.920000 576.999999
Samhällsbyggnadsbo. i Norden B 20 -5.150000 401.800000 46.800000 13.180000 355.000000
OEM International B 7 -1.370000 553.700000 25.700000 4.870000 527.999997
SAAB B 8 0.020000 3402.400000 25.400000 0.750000 3377.000000
Norva24 Group 16 -1.290000 564.800000 21.800000 4.010000 543.000000
HMS Networks 2 -3.210000 688.400000 15.400000 2.290000 673.000000
Intrum 4 -1.880000 542.400000 15.400000 2.920000 527.000000
MedCap 2 -2.240000 436.000000 15.000000 3.560000 421.000000
Eastnine 4 -0.470000 505.600000 14.600000 2.970000 491.000000
Coor Service Management Hold. 8 -1.230000 544.800000 12.800000 2.410000 532.000000
Boozt 12 -3.550000 1662.000000 8.000000 0.480000 1653.999996
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Samhällsbyggnadsbo. i Norden D 12 -2.990000 249.120000 3.120000 1.270000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.740000 564.900000 2.900000 0.520000 562.000005
AcadeMedia 12 -1.730000 559.200000 2.200000 0.390000 557.000004
Swedbank A 3 -0.560000 564.000000 0.000000 0.000000 564.000000
Securitas B 6 -0.900000 569.160000 -0.840000 -0.150000 570.000000
Resurs Holding 22 -1.140000 572.660000 -1.340000 -0.230000 573.999998
Essity B 2 0.210000 571.400000 -2.600000 -0.450000 574.000000
Handelsbanken A 5 0.180000 542.000000 -4.000000 -0.730000 546.000000
Essity A 4 0.000000 1144.000000 -5.000000 -0.440000 1149.000000
Karnov Group 9 0.000000 528.300000 -7.700000 -1.440000 536.000004
Midsona B 63 -1.210000 567.630000 -15.370000 -2.640000 582.999984
CTEK 13 -2.920000 518.050000 -15.950000 -2.990000 533.999999
Vivesto 1368 0.000000 569.910000 -43.090000 -7.030000 612.999432
Nordea Bank Abp 29 -1.100000 3401.700000 -52.300000 -1.510000 3453.999992
International Petroleum Corp. 5 -3.300000 542.000000 -52.570000 -8.840000 594.565215
Sampo Oyj SDB 7 -0.190000 3731.000000 -119.000000 -3.090000 3850.000000
Axfood 13 -0.750000 3601.000000 -155.000000 -4.130000 3756.000001
OX2 18 -1.710000 1501.200000 -162.800000 -9.780000 1663.999992
Fasadgruppen Group 35 0.910000 3479.000000 -332.000000 -8.710000 3810.999990
Ovzon 52 -2.440000 2912.000000 -450.000000 -13.380000 3361.999992
TOTAL 45997.780000 -890.790000 -2.53807% 46888.564618

Updated:¶

'2023-01-19 10:00:03.161297'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶